Consistency of spike and slab regression
From MaRDI portal
Publication:645450
DOI10.1016/j.spl.2011.08.005zbMath1225.62096OpenAlexW2112141145MaRDI QIDQ645450
Publication date: 15 November 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.005
Related Items
Bayesian empirical likelihood inference and order shrinkage for autoregressive models, A hierarchical Bayesian approach for examining heterogeneity in choice decisions, Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors, Model selection using mass-nonlocal prior, Bayesian estimation of sparse signals with a continuous spike-and-slab prior, On Bayesian oracle properties, Variable selection for partially linear models via Bayesian subset modeling with diffusing prior, Bayesian variable selection with shrinking and diffusing priors, On oracle property and asymptotic validity of Bayesian generalized method of moments, Particle EM for Variable Selection, Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Of mice and men: sparse statistical modeling in cardiovascular genomics
- Spike and slab variable selection: frequentist and Bayesian strategies
- The Bayesian Lasso
- Bayesian Variable Selection in Linear Regression
- Estimating Regression Models of Finite but Unknown Order
- Multivariate Bayesian Variable Selection and Prediction
- Prediction Via Orthogonalized Model Mixing
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Detecting Differentially Expressed Genes in Microarrays Using Bayesian Model Selection
- Bayesian variable selection with related predictors
- Spike and Slab Gene Selection for Multigroup Microarray Data
- Random forests
